Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C11: Bayesian Analysis: General

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Bayesian Vector autoregressions (BVARs)

1999

• Lutz Kilian & Tao Zha, 1999, "Quantifying the half-life of deviations from PPP: The role of economic priors," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 99-21.
• Lubrano, M., 1999, "Smooth Transition GARCH Models: a Bayesian perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a49.
• Teruo Nakatsuma, 1999, "Bayesian Analysis of the Convergence Hypothesis in Economic Drowth: A Markov Approach," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a368, Mar.
• Gordon, Stephen & St-Amour, Pascal, 1999, "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche, Université Laval - Département d'économique, number 9906.
• Strachan, R.W. & Inder, B., 1999, "Bayesian Trace Statistics for the Reduced Rank Regression Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/99, Oct.
• Robert F. Stambaugh, 1999, "Predictive Regressions," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0240, May.
• Rajeev Dehejia, 1999, "Program Evaluation as a Decision Problem," NBER Working Papers, National Bureau of Economic Research, Inc, number 6954, Feb.
• Geweke, John & Houser, Dan & Keane, Michael, 1999, "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper, University Library of Munich, Germany, number 54279, Jul.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999, Society for Computational Economics, number 112, Mar.
• Hideo Kozumi & Noriko Hashimoto & Hikaru Hasegawa, 1999, "Testing for negativity in a demand system: A Bayesian approach," Empirical Economics, Springer, volume 24, issue 2, pages 211-223.
• Gary Koop & Herman K. van Dijk, 1999, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-072/4, Sep.
• Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 1999, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-078/4, Oct.
• Luc Bauwens & Charles S. Bos & Herman K. van Dijk, 1999, "Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-082/4, Nov.
• Hasegawa, H. & Tran Van Hoa & Valenzuela, R., 1999, "A Bayesian Analysis of HOGLEX Demand Systems Using Unit Records for Major Asean Economies: Thailand and the Philippines," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-3.
• Fabio Canova & Matteo Ciccarelli, 1999, "Forecasting and turning point predictions in a Bayesian panel VAR model," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 443, Oct.
• Chris Otrok, 1999, "On Measuring the Welfare Cost of Business Cycles," Virginia Economics Online Papers, University of Virginia, Department of Economics, number 318, Dec.
• Jiahui Wang & Eric Zivot, 1999, "A Time Series Model of Multiple Structural changes in Level, Trend and Variance," Econometrics, University Library of Munich, Germany, number 9903002, Mar, revised 31 Mar 1999.
• Carmen Fernandez & Eduardo Ley & Mark Steel, 1999, "Model uncertainty in cross-country growth regressions," Econometrics, University Library of Munich, Germany, number 9903003, Mar, revised 06 Oct 2001.

1998

• Bolduc, Denis & Bonin, Sylvie, 1998, "Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case," Cahiers de recherche, Université Laval - Département d'économique, number 9802.
• M.W. Luke Chan & Dean C. Mountain & Dading Li, 1998, "A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 338, Dec.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 98-4, Apr.
• Strachan, R.W., 1998, "bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/98.
• Bilgili, Faik & Bilgili, Emine, 1998, "Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama
  [The effects of budget deficit on current account balance: Theory and empirical evidence]," MPRA Paper, University Library of Munich, Germany, number 80866.
• Péter Gál, 1998, "Halandósági táblák becslése bayesi módszerekkel," Rajk László Szakkollégium Working Papers, Rajk László College, number 3, Oct.
• José Luciano Maldonado, 1998, "Statistics as a tool for the development of speech recognition automatic systems," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 23, issue 14, pages 7-20, January-D.
• Siddhartha Chib & Edward Greenberg & Yuxin Chen, 1998, "MCMC Methods for Fitting and Comparing Multinomial Response Models," Econometrics, University Library of Munich, Germany, number 9802001, Feb, revised 06 May 1998.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1998, "Benchmark Priors for Bayesian Model Averaging," Econometrics, University Library of Munich, Germany, number 9804001, Apr, revised 08 Oct 2001.
• Mark Dwyer, 1998, "Impulse Response Priors for Discriminating Structural Vector Autoregressions," Econometrics, University Library of Munich, Germany, number 9808001, Aug.
• Ricardo Rocha & Alejandro Vivas, 1998, "Crecimiento regional en Colombia: ¿Persiste la desigualdad?," Revista de Economía del Rosario, Universidad del Rosario.
• ALBANO, Gian Luigi & JOUNEAU, Fréféric, 1998, "A Bayesian approach to the econometrics of first-price auctions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998031, Apr.
• LUBRANO, Michel, 1998, "Smooth transition GARCH models: a Bayesian perspective," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998066, Dec.
• Giuseppe Moscarini & Lones Smith, 1998, "Wald Revisited: The Optimal Level of Experimentation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1176, May.
• John C. Chao & Peter C.B. Phillips, 1998, "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1198, Oct.
• Luc Bauwens & Michel Lubrano, 1998, "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 23-46.
• Gary Koop & Kai Li, 1998, "The valuation of IPO, SEO and Post-Chapter 11 firms: A Stochastic Frontier Approach," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 13, Jul.
• Gary Koop & Simon M. Potter, 1998, "Dynamic asymmetries in US unemployment," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 15, Feb.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 26, Apr.
• Carmen Fernandez & Eduardo Ley & Mark F J Steel, 1998, "Benchmark priors for Bayesian model averaging," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 66, Apr.
• Harris, R., 1998, "The Expectations Hypothesis of the Term Structure and Time Varying Risk Premia: a Panel Data Approach," Discussion Papers, University of Exeter, Department of Economics, number 9811.
• Lubrano, M., 1998, "Bayesian Analysis of Nonlinear Time Series Models with a Threshold," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a13.
• Balakrishnan, R. & Michelacci, C., 1998, "Unemployment Dynamics Across OECD Countries," Papers, Centro de Estudios Monetarios Y Financieros-, number 9806.
• Florens, J.-P. & Rolin, J.-M., 1998, "Simulation of Posterior Distributions in Nonparametric Censored Analysis," Papers, Toulouse - GREMAQ, number 98.493.
• Fougere, D. & Kamionka, T., 1998, "Bayesian Inference for the Mover-Stayer Model of Continuous Time," Papers, Toulouse - GREMAQ, number 98.b.
• Zhang, J., 1998, "Multiple Hypotheses Testing with Partial Prior Information," Papers, Catholique de Louvain - Institut de statistique, number 9801.
• Scheihing, E. & Mouchart, M., 1998, "Bayesian Evaluation of a Semi-Parametric Binary Response Model," Papers, Catholique de Louvain - Institut de statistique, number 9806.
• Mouchart, M. & Scheihing, E., 1998, "Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test," Papers, Catholique de Louvain - Institut de statistique, number 9807.
• Nomia, O., 1998, "Games with Incomplete Information," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.59.
• Lubos Pástor & Robert F. Stambaugh, , "Costs of Equity Capital and Model Mispricing," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 04-98.
• Lubos Pástor & Robert F. Stambaugh, , "The Equity Premium and Structural Breaks," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 21-98.
• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1998, "Bayesian inference for periodic regime-switching models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 13, issue 2, pages 129-143.

1997

• BAUWENS, LUC & LUBRANO, Michel, 1997, "Bayesian option pricing using asymmetric GARCH," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997059, Aug.
• Jovanovic, Boyan & Nyarko, Yaw, 1997, "Stepping-stone mobility," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 46, issue 1, pages 289-325, June.
• Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, volume 76, issue 1-2, pages 149-169.
• Franses, Philip Hans & Hoek, Henk & Paap, Richard, 1997, "Bayesian analysis of seasonal unit roots and seasonal mean shifts," Journal of Econometrics, Elsevier, volume 78, issue 2, pages 359-380, June.
• Bulkley, George & Harris, Richard & Weller, Paul, 1997, "Tests of the Expectations Hypothesis of the Term Structure in a Model with Bayesian Learning," Discussion Papers, University of Exeter, Department of Economics, number 9706.
• Bauwens, L. & Lubrano, M., 1997, "Bayesian Option Pricing Using Asymmetric GARCH," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a40.
• Flam, S.D. & Evstigneev, I.V., 1997, "The Turnpike Property and the Central Limit Theorem in Stochastic Models of Economic Dynamics," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 171.
• Rolin, J-M, 1997, "Nonparametric Bayesian Survival Analysis," Papers, Catholique de Louvain - Institut de statistique, number 9704.
• Lubos Pastor & Robert F. Stambaugh, , "Costs of Equity from Factor-Based Models (Revised 4-98)," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 08-97.
• Kadiyala, K Rao & Karlsson, Sune, 1997, "Numerical Methods for Estimation and Inference in Bayesian VAR-Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 2, pages 99-132, March-Apr.
• Gordon, Stephen & St-Amour, Pascal, 1997, "Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion," Cahiers de recherche, Université Laval - Département d'économique, number 9711, revised 08 Jun 1998.
• Gordon, Stephen & St-Amour, Pascal, 1997, "Asset Prices with Contingent Preferences," Cahiers de recherche, Université Laval - Département d'économique, number 9712, revised 08 Jun 1998.
• Smith, M. & Mathur, S.K. & Kohn, R., 1997, "Bayesian Semiparametric Regression: An Exposition and Application to Print Advertising Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/97.
• Oliver, J.J. & Forbes, C.S., 1997, "Bayesian Approaches to Segmenting A Simple Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/97.
• Forbes, C.S. & Kalb, G.R.J. & Kofman, P., 1997, "Bayesian Arbitrage Threshold Analysis," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 3/97.
• Martin, G.M. & Martin, V.L., 1997, "Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/97.
• Martin, G.M., 1997, "Fractional Cointegration : Bayesian Inferences Using a Jeffreys Prior," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/97.
• Snyder, R.D. & Ord, J.K. & Koehler, A.B., 1997, "Prediction Intervals for Arima Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/97.
• Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1997, "Patterns, Types, and Bayesian Learning," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1177, Jan.
• Hans Dewachter, 1997, "Sign predictions of exchange rate changes: Charts as proxies for Bayesian inferences," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 133, issue 1, pages 39-55, March, DOI: 10.1007/BF02707675.
• Gary Koop & Herman K. van Dijk & Henk Hoek, 1997, "Testing for Integration using Evolving Trend and Seasonals Models: A Bayesian Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 97-078/4, Aug.
• Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-111.
• Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-85.
• Fernández, C. & Ley, E. & Steel, M.F.J., 1997, "Statistical Modelling of Fishing Activities in the North Atlantic," Other publications TiSEM, Tilburg University, School of Economics and Management, number 20eee0e0-9a7e-40e2-8b1a-b.
• Osiewalski, J. & Koop, G. & Steel, M.F.J., 1997, "A Stochastic Frontier Analysis of Output Level and Growth in Poland and Western Economies," Other publications TiSEM, Tilburg University, School of Economics and Management, number 70bc4936-7304-4e87-910c-b.
• Fabio Canova, 1997, "Testing for convergence clubs in income per-capita: A predictive density approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 404, Jul, revised Jun 1999.
• Carmen Fernandez & Eduardo Ley & Mark F.J. Steel, 1997, "Statistical Modeling of Fishing Activities in the North Atlantic," Econometrics, University Library of Munich, Germany, number 9712001, Dec.
• Matthew O. Jackson & Ehud Kalai & Rann Smorodinsky, 1997, "Patterns, Types, and Bayesian Learning," Game Theory and Information, University Library of Munich, Germany, number 9711002, Nov.

1996

• Teruo Nakatsuma & Hiroki Tsurumi, 1996, "ARMA-GARCH Models: Bayes Estimation Versus MLE, and Bayes Non-stationarity Test," Departmental Working Papers, Rutgers University, Department of Economics, number 199619, Sep.
• Fernández, C. & Osiewalski, J. & Steel, M.F.J., 1996, "On the Use of Panel Data in Bayesian Stochastic Frontier Models," Discussion Paper, Tilburg University, Center for Economic Research, number 1996-17.
• Ley, Eduardo & Steel, Mark F J, 1996, "On the Estimation of Demand Systems through Consumption Efficiency," The Review of Economics and Statistics, MIT Press, volume 78, issue 3, pages 539-543, August.
• Horowitz, J.L., 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Working Papers, University of Iowa, Department of Economics, number 96-02.
• Savin, N.E. & Wurtz, A., 1996, "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Working Papers, University of Iowa, Department of Economics, number 96-05.
• Savin, N.E. & Wurtz, A., 1996, "Power of tests in Binary Response Models," Working Papers, University of Iowa, Department of Economics, number 96-06.
• Francisco F. R. Ramos, 1996, "Forecasting market shares using VAR and BVAR models: A comparison of their forecasting performance," Econometrics, University Library of Munich, Germany, number 9601003, Jan.
• Albert, Max, 1996, "Bayesian learning and expectations formation: Anything goes," Discussion Papers, Series I, University of Konstanz, Department of Economics, number 284.
• Charles A. Holt & Lisa R. Anderson, 1996, "Classroom Games: Understanding Bayes' Rule," Journal of Economic Perspectives, American Economic Association, volume 10, issue 2, pages 179-187, Spring.
• Chatterji, S. & Chattopadhyay, S., 1996, "Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 329.96.
• Xiaoqiang, W., 1996, "Transcending the Logic of Private Ownership: Chinese Enterprise Reform VS. Privatisation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9602.
• Gilli, M., 1996, "Learning Standards of Social Behaviour in a Stationary Society," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9610.
• BAUWENs, Luc & LUBRANO , Michel, 1996, "Bayesian Inference on GARCH Models using the Gibbs Sampler," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1996027, May.
• Jovanovic, B. & Nyarko, Y., 1996, "Learning by Doing and the Choice of Technology," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-25.
• Jovanovic, B. & Nyarko, Y., 1996, "Stepping Stone Mobility," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-26.
• Jovanovic, B. & Nyarko, Y., 1996, "Research and Productivity," Working Papers, C.V. Starr Center for Applied Economics, New York University, number 96-27.
• Bosi, S., 1996, "Divisible Conspicuous Good," DELTA Working Papers, DELTA (Ecole normale supérieure), number 96-10.
• Jovanovic, Boyan & Nyarko, Yaw, 1996, "Learning by Doing and the Choice of Technology," Econometrica, Econometric Society, volume 64, issue 6, pages 1299-1310, November.
• Barthelemy, F. & Lubrano, M., 1996, "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a01.
• Lubrano, M., 1996, "Bayesian Analysis of Nonlinear Time Series Models with Threshold," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a12.
• Barthelemy, F. & Lubrano, M., 1996, "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a13.
• Bauwens, L. & Lubrano, M., 1996, "Bayesian Inference on GARCH Models Using the Gibbs Sampler," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a21.
• Renault, E., 1996, "Econometric Models of Option Pricing Errors," Papers, Toulouse - GREMAQ, number 96.407.
• Sandeep Baliga & Tomas Sjostrom, 1996, "Interactive Implementation," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1751.
• Gary Chamberlain & Guido W. Imbens, 1996, "Nonparametric Applications of Bayesian Inference," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1772.
• Gary Chamberlain & Guido W. Imbens, 1996, "Hierarchical Bayes Models with Many Instrumental Variables," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1781.
• Fernandez, C & Osiewalski, J & Steel, M-F-J, 1996, "Classical and Bayesian Inference Robustness in Multivariate Regression models," Papers, Catholique de Louvain - Institut de statistique, number 9602.
• Florens, J-P & Richard, J-F & Rolin, J-M, 1996, "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers, Catholique de Louvain - Institut de statistique, number 9608.
• Robert F. Stambaugh, , "Analyzing Investments Whose Histories Differ in Length," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 5-96.
• Schweder, T. & Hjort, N.L., 1996, "Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?," Memorandum, Oslo University, Department of Economics, number 1996_013.

1995

• Brusco, S., 1995, "Perfect Baysian Implementation in Economic Environments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 322.95.
• Luis J. Álvarez & Fernando C. Ballabriga & Javier Jareño, 1995, "Un modelo macroeconométrico trimestral para la economía española," Working Papers, Banco de España, number 9524.
• Faynzilberg, P.S., 1995, "Acceptable Likelihood and Bayesian Inference with Retrospection," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-02.
• KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995035, 00.
• GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995, "Stochastic Volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995069, Dec.
• Canova, Fabio & Marcet, Albert, 1995, "The Poor Stay Poor: Non-Convergence Across Countries and Regions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1265, Nov.
• Michel LUBRANO, 1995, "Bayesian Tests for Co-Integration in the Case of Structural Breaks : An Application to the Analysis of Wage Moderation in France," Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1995044, Dec.
• Franses, Ph.H.B.F. & Hoek, H. & Paap, R., 1995, "Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9527-/A, Jan.
• Ghysels, E. & Harvey, A. & Renault, E., 1995, "Stochastic Volatility," Papers, Toulouse - GREMAQ, number 95.400.
• Bolduc, D. & Bonin, S., 1995, "Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity," Papers, Laval - Recherche en Politique Economique, number 9518.
• St-Amour, P., 1995, "Canadian Excess Returns and State-Dependent Risk Aversion," Papers, Laval - Recherche en Politique Economique, number 9519.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, , "Stochastic Volatility: Univariate and Multivariate Extensions," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-95.
• Steel, M.F.J., 1995, "Posterior Analysis of Stochastic Volatility Models with Flexible Tails," Papers, Tilburg - Center for Economic Research, number 9568.
• BOLDUC, Denis & BONIN, Sylvie, 1995, "Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity," Cahiers de recherche, Université Laval - Département d'économique, number 9518.
• ST-AMOUR, Pascal, 1995, "Canadian Excess Returns and State-Dependent Risk Aversion," Cahiers de recherche, Université Laval - Département d'économique, number 9519.
• Dale J. Poirier, 1995, "Intermediate Statistics and Econometrics: A Comparative Approach," MIT Press Books, The MIT Press, number 0262161494, edition 1, ISBN: ARRAY(0x6a9cad38), December.
• Boyan Jovanovic & Yaw Nyarko, 1995, "Research and Productivity," NBER Working Papers, National Bureau of Economic Research, Inc, number 5321, Oct.
• Bouoiyour, Jamal & Rey, Serge, 1995, "Chocs externes et ajustements des taux de change réels européens
  [External shocks and adjustment of European real exchange rates]," MPRA Paper, University Library of Munich, Germany, number 30241, Jun.
• Steel, M.F.J., 1995, "Posterior analysis of stochastic volatility models with flexible tails," Discussion Paper, Tilburg University, Center for Economic Research, number 1995-68.
• Steel, M.F.J., 1995, "Posterior analysis of stochastic volatility models with flexible tails," Other publications TiSEM, Tilburg University, School of Economics and Management, number 22e9c360-c876-41b3-86ca-0.
• Fabio Canova & Albert Marcet, 1995, "The poor stay poor: Non-convergence across countries and regions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 137, Oct, revised Jun 1999.
• Eduardo Ley & Mark F.J. Steel, 1995, "On the Estimation of Demand Systems Through Consumption Efficiency," Econometrics, University Library of Munich, Germany, number 9503001, Mar, revised 22 Feb 1996.
• Gary Koop & Eduardo Ley & Jacek Osiewalski & Mark F.J. Steel, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Econometrics, University Library of Munich, Germany, number 9505001, May, revised 22 Jun 2004.

1994

• Boyan Jovanovic & Yaw Nyarko, 1994, "Learning By Doing and the Choice of Technology," NBER Working Papers, National Bureau of Economic Research, Inc, number 4739, May.
• Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul, 1994, "Advances in Random Utility Models," MPRA Paper, University Library of Munich, Germany, number 53026.
• Koop, G. & Osiewalski, J. & Steel, M.F.J., 1994, "Hospital efficiency analysis through individual effects : A Bayesian approach," Discussion Paper, Tilburg University, Center for Economic Research, number 1994-47.
• Holtz-Eakin, Douglas & Joulfaian, David & Rosen, Harvey S, 1994, "Sticking It Out: Entrepreneurial Survival and Liquidity Constraints," Journal of Political Economy, University of Chicago Press, volume 102, issue 1, pages 53-75, February, DOI: 10.1086/261921.
• Luis J. Álvarez & Fernando C. Ballabriga, 1994, "BVAR models in the context of cointegration: A Monte Carlo experiment," Working Papers, Banco de España, number 9405.
• Eric Ghysels & Robert E. McCulloch & Ruey S. Tsay, 1994, "Bayesian Inference for Periodic Regime-Switching Models," CIRANO Working Papers, CIRANO, number 94s-15, Jan.
• Leamer, Edward & Taylor, Mark P, 1994, "The Empirics of Economic Growth in Previously Centrally Planned Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 976, Jun.
• de la Croix, David & Lubrano, Michel, 1994, "Are Interest Rates Responsible for Unemployment in the Eighties ? A Bayesian Analysis of Cointegrated Relationship with a Regime Shift," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 1994015, Jun.
• Phillips, Peter C.B. & Ploberger, Werner, 1994, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Econometric Theory, Cambridge University Press, volume 10, issue 3-4, pages 774-808, August.
• Kadiyala, K. Rao & Karlsson, Sune, 1994, "Numerical Aspects of Bayesian VAR-modeling," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 12, Mar.

1993

• Douglas Holtz-Eakin & David Joulfaian & Harvey S. Rosen, 1993, "Sticking It Out: Entrepreneurial Survival and Liquidity Constraints," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 698, Oct.

1992

• Sgroi, Daniel & Oswald, Andrew J., 2012, "How Should Peer-Review Panels Behave?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 999.
• Peter C.B. Phillips & Werner Ploberger, 1992, "Posterior Odds Testing for a Unit Root with Data-Based Model Selection," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1017, May.
• Fougere, D. & Kamionka, T., 1992, "Bayesian Inference for the Mover-Stayer Model in Continuous-Time," Papers, Toulouse - GREMAQ, number 92.285.

1991

• Peter C.B. Phillips, 1991, "The Long-Run Australian Consumption Function Reexamined: An Empirical Exercise in Bayesian Influence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1000, Oct.
• Eric Zivot & Peter C.B. Phillips, 1991, "A Bayesian Analysis of Trend Determination in Economic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1002, Oct.
• Peter C.B. Phillips & Werner Ploberger, 1991, "Time Series Modelling with a Bayesian Frame of Reference: 1. Concepts and Illustrations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 980, May.
• Christopher A. Sims, 1991, "Comment on 'To Criticize the Critics,' by Peter C. B. Phillips," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 985, Jul.
• Peter C.B. Phillips, 1991, "Bayesian Routes and Unit Roots: de rebus prioribus semper est disputandum," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 986, Jul.
• Phillips, P C B, 1991, "Bayesian Routes and Unit Roots: De Rebus Prioribus Semper Est Disputandum," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 6, issue 4, pages 435-473, Oct.-Dec..

1977

• Mark Gersovitz & James G. MacKinnon, 1977, "Seasonality in Regression: An Application of Smoothness Priors," Working Paper, Economics Department, Queen's University, number 257.

0

• Tsuyoshi Kunihama & Zehang Richard Li & Samuel J. Clark & Tyler H. McCormick, 2024, "Bayesian analysis of verbal autopsy data using factor models with age- and sex-dependent associations between symptoms," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 266, Mar.
• Deborah Gefang & Gary Koop & Aubrey Poon, , "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 20/02.
• John Tsoukalas, 2009, "Input and Output Inventories in the UK," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 09/13.
• Ronelle Burger, & Stan du Plessis, 2006, "Examining the Robustness of Competing Explanations of Slow Growth in African Countries," Discussion Papers, University of Nottingham, CREDIT, number 06/02, Feb.
• Rodney Strachan & Herman K. van Dijk, , "Bayesian Model Averaging in Vector Autoregressive Processes with an Investigation of Stability of the US Great Ratios and Risk of a Liquidity Trap in the USA, UK and Japan," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 1407.
• Hideaki Hirata & M. Ayhan Kose & Chris Otrok, , "Regionalization vs. Globalization," Working Paper, Harvard University OpenScholar, number 164456.
• Cristina Fuentes-Albero, , "Financial Frictions, Financial Shocks, and Aggregate Volatility," Departmental Working Papers, Rutgers University, Department of Economics, number 201201.
• Yong Li & Zeng Tao & Jun Yu, , "Robust Deviance Information Criterion for Latent Variable Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-04-2012.
• Peter C.B.Phillips & Jun Yu, , "Simulation-based Estimation of Contingent Claims Prices," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-05-2008.
• Niko Hauzenberger & Florian Huber & Gary Koop, , "Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods," Working Papers, University of Strathclyde Business School, Department of Economics, number 2305.
• Sharada Davidson & Chenghan Hou & Gary Koop, , "Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification," Working Papers, University of Strathclyde Business School, Department of Economics, number 2306.
• Todd Clark & Florian Huber & Gary Koop & Massimiliano Marcellino & Michael Pfarrhofer, 2021, "Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model," Working Papers, University of Strathclyde Business School, Department of Economics, number 2307, Oct.
• Niko Hauzenberger & Florian Huber & Gary Koop & James Mitchell, 2020, "Bayesian Modelling of TVP-VARs Using Regression Trees," Working Papers, University of Strathclyde Business School, Department of Economics, number 2308, Feb, revised Aug 2023.
• Florian Huber & Gary Koop, 2023, "Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks," Working Papers, University of Strathclyde Business School, Department of Economics, number 2309, May.
• Malin Gardberg & Lorenzo (L.C.G.) Pozzi, 2018, "Consumption and wealth in the long run: an integrated unobserved component approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-046/VI, May, revised 13 Sep 2018.
• Robin Niesert & Jochem Oorschot & Chris Veldhuisen & Kester Brons & Rutger-Jan Lange, , "Can Google Search Data Help Predict Macroeconomic Series?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-021/III.
• Erik Kole & Reza Brink, , "Constructing and Using Double-adjusted Alphas to Analyze Mutual Fund Performance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-029/IV.
• Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application to Systemic Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:01.